+1,773.8%
HWM vs LVS
-3.8%
+1,777.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -1.5% | -0.6% | -1.5% |
| 30D | -11.0% | -3.2% | -7.8% | -9.9% |
| 3M | +4.0% | -12.0% | +16.0% | +9.0% |
| 6M | -0.2% | -19.9% | +19.7% | +8.0% |
| YTD | +26.7% | -30.6% | +57.3% | +44.1% |
| 1Y | +44.7% | -17.7% | +62.5% | +52.0% |
| 3Y | +426.1% | -14.2% | +440.3% | +419.5% |
| 5Y | +738.5% | +9.6% | +728.9% | +577.8% |
| All | +1,773.8% | -3.8% | +1,777.6% | +1,477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling